In the Linux Foundation are hosted the OpenMAMA and OpenMAMDA (found in that link too) projects and I'm wondering if has someone worked with those projects and if he/she could give me a more detailed ...

When evaluating the performance of an algorithm, what should hold more importance? Sharpe Ratio , Net profit or max drawdown?
For instance, I have two algorithms one performs very good on Stocks with ...

I'm wondering if some of you known how to resolve this requirement:
I have to define the architecture of an algorithmic trading system (but I'm not an architect, so I'm trying to do my best). I have ...

I am doing a research paper on the effect of algo-trading on capital markets.
In order to do this, I plan to do an OLS comparison of Countries and Exchanges who ban algo-trading platforms and those ...

I'm looking to do a research paper on the impact of high frequency algo-trading on individual firms.
In order to do that I need to be able to determine firms that have been high frequency traded.
My ...

What is the best source for historical EOD data for Indian stock market? The data from Yahoo finance for some companies is not up-to-date and Google finance doesn't provide adjusted close prices. What ...

The trading strategies that are going to backtest well are the ones that pick the winners from the past. For example, if a trading strategy simply bought apple stock it would backtest extremely well. ...

I want to write a quantitative stock trading program based on fundamental analysis. It would crunch through prices, financial reports to look for value stocks. It can support backtesting of strategy ...

I'd like ask everyone a more concurrency programming but definitely quant-finance related question. How do you deal with staleness of data in market hours as quote ticks are streaming and your model ...

I'm attempting a "hello world" of live algorithmic trading.
A script that pulls in tick data, presents it visually, and allows me to buy / sell at the press of a button.
Also a toggle between { fake ...

The classic mean-reversion strategy is to calculate an "expected return" (alpha) by computing the raw return for each security and then remove the part which you think is market driven. Statistically ...

I am trying to find out what is the purpose of "repeating groups" in FIX and what exactly do they represent? Are they all related to the same order and if so, why do you need repeated tags? If they ...

If I have multiple markets (let's say 5, but the solution should be generic) trading the same stock/commodity/whatever, and the markets differ in both variable fees (which are in % of the trade order) ...

The question is NOT about real trading, but about simplified mathematical models for trading.
One of the main problems in trading is that asset prices are not correctly described by the some random ...

I am currently doing my research for my master thesis, which will clearly focus on the question of risk managment in algorithmic trading systems.
I have done research about this topic and found some ...

What kind of rate of return can an average, equities-focused algorithmic trading firm expect to achieve today?
I come from a background of control and optimization, working in the industry in China, ...

I'm an aspiring computer scientist who want to move into algorithmic trading at some point.
At the moment I'm mostly focusing on courses in machine learning/data analysis etc. but I've noticed that ...